Smarket

Daily percentage returns for the S&amp;P 500 stock index
 between 2001 and 2005.

datasets

We provide the collection of data-sets used in the book 'An Introduction to Statistical Learning with Applications in R, Second Edition'. These include many data-sets that we used in the first edition (some with minor changes), and some new datasets.

Trevor Hastie

ISLR2

Introduction to Statistical Learning, Second Edition

Gareth James

Daniela Witten

Rob Tibshirani

Balasubramanian Narasimhan

Smarket function

A data frame with 1250 observations on the following 9 variables.<dl>
 <dt><code>Year</code></dt>
<dd>The year that the observation was recorded</dd> <dt><code>Lag1</code></dt>
<dd>Percentage return for previous day</dd> <dt><code>Lag2</code></dt>
<dd>Percentage return for 2 days previous</dd> <dt><code>Lag3</code></dt>
<dd>Percentage return for 3 days previous</dd> <dt><code>Lag4</code></dt>
<dd>Percentage return for 4 days previous</dd> <dt><code>Lag5</code></dt>
<dd>Percentage return for 5 days previous</dd> <dt><code>Volume</code></dt>
<dd>Volume of shares traded (number of daily shares
 traded in billions)</dd> <dt><code>Today</code></dt>
<dd>Percentage return for today</dd> <dt><code>Direction</code></dt>
<dd>A factor with levels <code>Down</code> and
 <code>Up</code> indicating whether the market had a positive or negative
 return on a given day</dd> 
</dl>

Format

S&amp;P Stock Market Data
 — Smarket

A data frame with 1250 observations on the following 9 variables.<dl>
 <dt><code>Year</code></dt>
<dd>The year that the observation was recorded</dd>

 <dt><code>Lag1</code></dt>
<dd>Percentage return for previous day</dd>

 <dt><code>Lag2</code></dt>
<dd>Percentage return for 2 days previous</dd>

 <dt><code>Lag3</code></dt>
<dd>Percentage return for 3 days previous</dd>

 <dt><code>Lag4</code></dt>
<dd>Percentage return for 4 days previous</dd>

 <dt><code>Lag5</code></dt>
<dd>Percentage return for 5 days previous</dd>

 <dt><code>Volume</code></dt>
<dd>Volume of shares traded (number of daily shares
 traded in billions)</dd>

 <dt><code>Today</code></dt>
<dd>Percentage return for today</dd>

 <dt><code>Direction</code></dt>
<dd>A factor with levels <code>Down</code> and
 <code>Up</code> indicating whether the market had a positive or negative
 return on a given day</dd>

 
</dl>

Smarket: S&P Stock Market Data

Description

Usage

Arguments

Format

References

Examples